+97.2%
MO vs WST
-25.8%
+122.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -1.0% |
| 7D | -2.0% | -0.3% | -1.7% | -2.0% |
| 30D | -0.3% | -4.6% | +4.3% | -0.1% |
| 3M | -2.9% | +5.7% | -8.6% | -3.2% |
| 6M | +5.8% | +37.6% | -31.8% | +4.3% |
| YTD | +22.0% | +23.0% | -1.0% | +20.8% |
| 1Y | +10.7% | +33.8% | -23.2% | +9.2% |
| 3Y | +94.4% | -13.4% | +107.7% | +94.2% |
| 5Y | +97.2% | -27.0% | +124.1% | +91.5% |
| All | +97.2% | -25.8% | +122.9% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling